RAFI Indices, LLC, is a wholly-owned subsidiary of Research Affiliates Global Holdings, LLC. RAFI Indices constructs, publishes, and licenses indices based on Research Affiliates insights and strategies.
RAFI bond indices use a transparent rules-based methodology to weight bonds using economic measures of company or country size and are thus tilted toward higher credit-quality firms or countries with lower risk of downgrade or default.
Key Features and Coverage on RIMES
For this data source, RIMES hosts two indices, RAFI High Yield 1- 10 and RAFI IG 1-10.
Some of the data items available include: Daily Total Return, and Total Return.